Predictive Gamma Strategy: June 2026 performance
The Predictive Gamma Strategy returned –1.70% in June, outperforming its benchmark — the daily short 0DTE straddle — by +1.18% as the ML classifier successfully identified and avoided the high- →
Theo Paraskevopoulos
Systematic Surface Capture: June 2026 performance
The Systematic Surface Capture strategy held up strongly in June, returning –0.28% against a –1.28% benchmark decline and delivering +1.00% of outperformance as premium collected across both →
Diagonal Volatility Carry: June 2026 Performance
The Diagonal Volatility Carry strategy posted a –0.85% return in June, outperforming the S&P 500 by +0.43% as the book's dynamic risk engine scaled →
Market update: June 2026
The dominant cross-asset driver of June 2026 was the hawkish pivot delivered at the June 17 FOMC meeting — Kevin Warsh's first as Fed Chair — where a unanimous →
Defensive Premium Harvest: June 2026
The Defensive Premium Harvest strategy navigated a challenging June with discipline, returning -1.21% against a weaker S&P 500 and delivering +0.83% of outperformance as systematic put →
An institutional options offering, without building one.
Your clients increasingly expect systematic, innovative strategies. Adding an options overlay gives you something unique. This guide tells you exactly how to evaluate, integrate, and govern one without the headaches. →
Where does the extra return actually come from?
Every options strategy has to answer this question: where, precisely, does the return originate? This guide sets out the Variance Risk Premium and the discipline that determines how it's harvested across all market environments. →
AI can explain a volatility strategy. It can't build you one.
A language model can walk you through the Greeks and summarise decades of research with real accuracy. This guide sets out exactly where AI helps, where it structurally fails, and what a properly built strategy requires that no model can provide. →
Your portfolio works hard. It could work harder.
The options overlay is a systematic strategy institutional desks have used for decades to earn an extra layer of return on the assets they already hold. This guide explains exactly how it works — in plain language, no prior options knowledge assumed. →